I'm fairly certain that Backbone by default uses JSON for all requests and has no idea what to do with XML, you'll probably need to override the sync method for the collection in order to us use XML.
The following should be helpful in addressing your issue: http://newcome.wordpress.com/2011/02/20/consuming-xml-web-services-in-backbone-js-using-jath/
They use a 3rd party library xml parser in the sync parse operation which converts the model to JSON which Backbone can use natively.